Piazza del Mercato, 15
25122 Brescia
Italy
University of Brescia
SSRN RANKINGS
in Total Papers Citations
CRoss validation AGGregatING, distance to default, Probit, Regression trees, Sovereign default
Data mining, Evaluating forecasts, Model selection, Panel data, Probability forecasting
contagion, copula, credit default swaps, machine learning, regression trees, systemic risk
Banking Crises, Early Warnings, Regression and Classification Trees, Stepwise Logit
Credit default swaps, systemic risk, contagion, copula, regression trees
copula, credit default swaps, tail dependence, loss portfolio distribution